Question on blotter: AddTxn() and Txn.Fee

Thank you, I will wait for the resolution.

Lei

On Sun, Nov 14, 2010 at 1:19 PM, Brian G. Peterson<brian at braverock.com>  wrote:

On Sun, 14 Nov 2010 12:56:44 -0800, Lei Jin<leijin56 at gmail.com>  wrote:

Thank you for the quick response.  I will give it a try.

We have discovered that a bug was introduced into xts.  SVN r532
works, and it breaks sometime after that.  The simplest thing, for now,
would be to either load an older version of xts, or to wait for us to sort
it out.

BTW, where do I suppose to use round()?  I am still new to R.

for example:

round(getAccount("longtrend"),2)


We'll let you know once we chase down the bug.

   - Brian

Lei

On Sun, Nov 14, 2010 at 10:28 AM, Brian G. Peterson

<brian at braverock.com>

wrote:

It would have been easier to read if you had used 'round()', but I get
zeros in the fees for the longtrend demo.

Transaction P&L is reported by 'getTxns', not 'getAccount'

It does appear that there may be a bug in the latest xts that may be
affecting blotter, though.  Jeff and Josh have been making subsetting
faster, and blotter relies heavily on xts subsetting.

I'll investigate and let you know.

Regards,

  - Brian

On 11/14/2010 11:13 AM, Lei Jin wrote:

Hi,

I am trying running the longtrend.r demo from blotter installed
directory.  And I noticed something I don't understand.  After run the
demo, I did
print(getAccount("longtrend"))

Txn.Fees is not 0 (note that the Txn.Fee is set to 0 in the addTxn()
call in the demo script).

                      Unrealized.PL Gross.Trading.PL      Txn.Fees
Net.Trading.PL
1997-12-31  0.000000e+00     0.000000e+00  0.000000e+00   0.000000e+00
1998-10-30  0.000000e+00     0.000000e+00  0.000000e+00   0.000000e+00
1998-11-30  0.000000e+00     5.911360e+03  5.911360e+03   5.911360e+03
1998-12-31  0.000000e+00     0.000000e+00  0.000000e+00   0.000000e+00
1999-01-29  0.000000e+00     0.000000e+00  0.000000e+00   0.000000e+00
1999-02-26  0.000000e+00     0.000000e+00  0.000000e+00   0.000000e+00
1999-03-31  0.000000e+00     0.000000e+00  0.000000e+00   0.000000e+00
1999-04-30  0.000000e+00     0.000000e+00  0.000000e+00   0.000000e+00
1999-05-28  0.000000e+00     0.000000e+00  0.000000e+00   0.000000e+00
1999-06-30  0.000000e+00     0.000000e+00  0.000000e+00   0.000000e+00
1999-07-30  0.000000e+00     0.000000e+00  0.000000e+00   0.000000e+00
1999-08-31  0.000000e+00     0.000000e+00  0.000000e+00   0.000000e+00
1999-09-30  1.674764e+04     9.997897e+04  1.167266e+05   1.167266e+05
1999-10-29  0.000000e+00     1.497264e+08  1.497264e+08   1.497264e+08
1999-11-30  0.000000e+00     4.234740e+03  4.234740e+03   4.234740e+03

Am I missing something?

lji

questions

should go.

--
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock

--
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock